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*Unverified author*

R Software Module

rwasp_autocorrelation.wasp

Title produced by software

(Partial) Autocorrelation Function

Date of computation

Sun, 13 Dec 2009 03:04:21 -0700

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/13/t1260698699xagfcifae5q8x48.htm/, Retrieved Fri, 04 Apr 2025 04:31:40 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=67184, Retrieved Fri, 04 Apr 2025 04:31:40 +0000

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IsPrivate?

No (this computation is public)

User-defined keywords

KDGP2W21

Estimated Impact

218

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Central Tendency] [] [2009-10-27 11:47:31] [e5e09c53da17fb7444fa9ceb236a5291]
- RMP   [Mean Plot] [] [2009-12-02 08:56:02] [e5e09c53da17fb7444fa9ceb236a5291]
- RMPD      [(Partial) Autocorrelation Function] [] [2009-12-13 10:04:21] [ab2b68d5442f7c9b7e2e9d790849a234] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
R Framework error message & Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values. \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67184&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[ROW][C]R Framework error message[/C][C]Warning: there are blank lines in the 'Data' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67184&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67184&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135
R Framework error message	Warning: there are blank lines in the 'Data' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.897675	10.7346	0
2	0.824319	9.8574	0
3	0.774293	9.2592	0
4	0.709089	8.4795	0
5	0.671921	8.035	0
6	0.655948	7.844	0
7	0.653564	7.8155	0
8	0.660262	7.8956	0
9	0.659218	7.8831	0
10	0.651979	7.7965	0
11	0.673354	8.0521	0
12	0.6813	8.1472	0
13	0.618537	7.3966	0
14	0.577547	6.9065	0
15	0.54849	6.559	0
16	0.499747	5.9761	0
17	0.488167	5.8376	0
18	0.468355	5.6007	0
19	0.460005	5.5009	0
20	0.467709	5.593	0
21	0.448425	5.3624	0
22	0.436889	5.2244	0
23	0.457007	5.465	0
24	0.45357	5.4239	0
25	0.39218	4.6898	3e-06
26	0.354022	4.2335	2e-05
27	0.310112	3.7084	0.000149
28	0.273978	3.2763	0.00066
29	0.267743	3.2017	0.000842
30	0.247287	2.9571	0.001817
31	0.248839	2.9757	0.001717
32	0.253083	3.0264	0.001468
33	0.239519	2.8642	0.002405
34	0.232693	2.7826	0.00306
35	0.245089	2.9308	0.001968
36	0.231643	2.77	0.003175
37	0.196538	2.3503	0.010064
38	0.16875	2.018	0.022733
39	0.136684	1.6345	0.052177
40	0.107176	1.2816	0.101021
41	0.099969	1.1955	0.116944
42	0.07624	0.9117	0.181732
43	0.074858	0.8952	0.1861
44	0.066696	0.7976	0.213222
45	0.040116	0.4797	0.316079
46	0.032629	0.3902	0.348492
47	0.025458	0.3044	0.380622
48	0.009129	0.1092	0.45661
49	-0.024818	-0.2968	0.383531
50	-0.065638	-0.7849	0.216902
51	-0.102155	-1.2216	0.111935
52	-0.12644	-1.512	0.06637
53	-0.141657	-1.694	0.046224
54	-0.157953	-1.8888	0.030469
55	-0.16092	-1.9243	0.02815
56	-0.170493	-2.0388	0.021656
57	-0.192714	-2.3045	0.011317
58	-0.203189	-2.4298	0.008174
59	-0.212262	-2.5383	0.006105
60	-0.242339	-2.898	0.002174

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.897675 & 10.7346 & 0 \tabularnewline
2 & 0.824319 & 9.8574 & 0 \tabularnewline
3 & 0.774293 & 9.2592 & 0 \tabularnewline
4 & 0.709089 & 8.4795 & 0 \tabularnewline
5 & 0.671921 & 8.035 & 0 \tabularnewline
6 & 0.655948 & 7.844 & 0 \tabularnewline
7 & 0.653564 & 7.8155 & 0 \tabularnewline
8 & 0.660262 & 7.8956 & 0 \tabularnewline
9 & 0.659218 & 7.8831 & 0 \tabularnewline
10 & 0.651979 & 7.7965 & 0 \tabularnewline
11 & 0.673354 & 8.0521 & 0 \tabularnewline
12 & 0.6813 & 8.1472 & 0 \tabularnewline
13 & 0.618537 & 7.3966 & 0 \tabularnewline
14 & 0.577547 & 6.9065 & 0 \tabularnewline
15 & 0.54849 & 6.559 & 0 \tabularnewline
16 & 0.499747 & 5.9761 & 0 \tabularnewline
17 & 0.488167 & 5.8376 & 0 \tabularnewline
18 & 0.468355 & 5.6007 & 0 \tabularnewline
19 & 0.460005 & 5.5009 & 0 \tabularnewline
20 & 0.467709 & 5.593 & 0 \tabularnewline
21 & 0.448425 & 5.3624 & 0 \tabularnewline
22 & 0.436889 & 5.2244 & 0 \tabularnewline
23 & 0.457007 & 5.465 & 0 \tabularnewline
24 & 0.45357 & 5.4239 & 0 \tabularnewline
25 & 0.39218 & 4.6898 & 3e-06 \tabularnewline
26 & 0.354022 & 4.2335 & 2e-05 \tabularnewline
27 & 0.310112 & 3.7084 & 0.000149 \tabularnewline
28 & 0.273978 & 3.2763 & 0.00066 \tabularnewline
29 & 0.267743 & 3.2017 & 0.000842 \tabularnewline
30 & 0.247287 & 2.9571 & 0.001817 \tabularnewline
31 & 0.248839 & 2.9757 & 0.001717 \tabularnewline
32 & 0.253083 & 3.0264 & 0.001468 \tabularnewline
33 & 0.239519 & 2.8642 & 0.002405 \tabularnewline
34 & 0.232693 & 2.7826 & 0.00306 \tabularnewline
35 & 0.245089 & 2.9308 & 0.001968 \tabularnewline
36 & 0.231643 & 2.77 & 0.003175 \tabularnewline
37 & 0.196538 & 2.3503 & 0.010064 \tabularnewline
38 & 0.16875 & 2.018 & 0.022733 \tabularnewline
39 & 0.136684 & 1.6345 & 0.052177 \tabularnewline
40 & 0.107176 & 1.2816 & 0.101021 \tabularnewline
41 & 0.099969 & 1.1955 & 0.116944 \tabularnewline
42 & 0.07624 & 0.9117 & 0.181732 \tabularnewline
43 & 0.074858 & 0.8952 & 0.1861 \tabularnewline
44 & 0.066696 & 0.7976 & 0.213222 \tabularnewline
45 & 0.040116 & 0.4797 & 0.316079 \tabularnewline
46 & 0.032629 & 0.3902 & 0.348492 \tabularnewline
47 & 0.025458 & 0.3044 & 0.380622 \tabularnewline
48 & 0.009129 & 0.1092 & 0.45661 \tabularnewline
49 & -0.024818 & -0.2968 & 0.383531 \tabularnewline
50 & -0.065638 & -0.7849 & 0.216902 \tabularnewline
51 & -0.102155 & -1.2216 & 0.111935 \tabularnewline
52 & -0.12644 & -1.512 & 0.06637 \tabularnewline
53 & -0.141657 & -1.694 & 0.046224 \tabularnewline
54 & -0.157953 & -1.8888 & 0.030469 \tabularnewline
55 & -0.16092 & -1.9243 & 0.02815 \tabularnewline
56 & -0.170493 & -2.0388 & 0.021656 \tabularnewline
57 & -0.192714 & -2.3045 & 0.011317 \tabularnewline
58 & -0.203189 & -2.4298 & 0.008174 \tabularnewline
59 & -0.212262 & -2.5383 & 0.006105 \tabularnewline
60 & -0.242339 & -2.898 & 0.002174 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67184&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.897675[/C][C]10.7346[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.824319[/C][C]9.8574[/C][C]0[/C][/ROW]
[ROW][C]3[/C][C]0.774293[/C][C]9.2592[/C][C]0[/C][/ROW]
[ROW][C]4[/C][C]0.709089[/C][C]8.4795[/C][C]0[/C][/ROW]
[ROW][C]5[/C][C]0.671921[/C][C]8.035[/C][C]0[/C][/ROW]
[ROW][C]6[/C][C]0.655948[/C][C]7.844[/C][C]0[/C][/ROW]
[ROW][C]7[/C][C]0.653564[/C][C]7.8155[/C][C]0[/C][/ROW]
[ROW][C]8[/C][C]0.660262[/C][C]7.8956[/C][C]0[/C][/ROW]
[ROW][C]9[/C][C]0.659218[/C][C]7.8831[/C][C]0[/C][/ROW]
[ROW][C]10[/C][C]0.651979[/C][C]7.7965[/C][C]0[/C][/ROW]
[ROW][C]11[/C][C]0.673354[/C][C]8.0521[/C][C]0[/C][/ROW]
[ROW][C]12[/C][C]0.6813[/C][C]8.1472[/C][C]0[/C][/ROW]
[ROW][C]13[/C][C]0.618537[/C][C]7.3966[/C][C]0[/C][/ROW]
[ROW][C]14[/C][C]0.577547[/C][C]6.9065[/C][C]0[/C][/ROW]
[ROW][C]15[/C][C]0.54849[/C][C]6.559[/C][C]0[/C][/ROW]
[ROW][C]16[/C][C]0.499747[/C][C]5.9761[/C][C]0[/C][/ROW]
[ROW][C]17[/C][C]0.488167[/C][C]5.8376[/C][C]0[/C][/ROW]
[ROW][C]18[/C][C]0.468355[/C][C]5.6007[/C][C]0[/C][/ROW]
[ROW][C]19[/C][C]0.460005[/C][C]5.5009[/C][C]0[/C][/ROW]
[ROW][C]20[/C][C]0.467709[/C][C]5.593[/C][C]0[/C][/ROW]
[ROW][C]21[/C][C]0.448425[/C][C]5.3624[/C][C]0[/C][/ROW]
[ROW][C]22[/C][C]0.436889[/C][C]5.2244[/C][C]0[/C][/ROW]
[ROW][C]23[/C][C]0.457007[/C][C]5.465[/C][C]0[/C][/ROW]
[ROW][C]24[/C][C]0.45357[/C][C]5.4239[/C][C]0[/C][/ROW]
[ROW][C]25[/C][C]0.39218[/C][C]4.6898[/C][C]3e-06[/C][/ROW]
[ROW][C]26[/C][C]0.354022[/C][C]4.2335[/C][C]2e-05[/C][/ROW]
[ROW][C]27[/C][C]0.310112[/C][C]3.7084[/C][C]0.000149[/C][/ROW]
[ROW][C]28[/C][C]0.273978[/C][C]3.2763[/C][C]0.00066[/C][/ROW]
[ROW][C]29[/C][C]0.267743[/C][C]3.2017[/C][C]0.000842[/C][/ROW]
[ROW][C]30[/C][C]0.247287[/C][C]2.9571[/C][C]0.001817[/C][/ROW]
[ROW][C]31[/C][C]0.248839[/C][C]2.9757[/C][C]0.001717[/C][/ROW]
[ROW][C]32[/C][C]0.253083[/C][C]3.0264[/C][C]0.001468[/C][/ROW]
[ROW][C]33[/C][C]0.239519[/C][C]2.8642[/C][C]0.002405[/C][/ROW]
[ROW][C]34[/C][C]0.232693[/C][C]2.7826[/C][C]0.00306[/C][/ROW]
[ROW][C]35[/C][C]0.245089[/C][C]2.9308[/C][C]0.001968[/C][/ROW]
[ROW][C]36[/C][C]0.231643[/C][C]2.77[/C][C]0.003175[/C][/ROW]
[ROW][C]37[/C][C]0.196538[/C][C]2.3503[/C][C]0.010064[/C][/ROW]
[ROW][C]38[/C][C]0.16875[/C][C]2.018[/C][C]0.022733[/C][/ROW]
[ROW][C]39[/C][C]0.136684[/C][C]1.6345[/C][C]0.052177[/C][/ROW]
[ROW][C]40[/C][C]0.107176[/C][C]1.2816[/C][C]0.101021[/C][/ROW]
[ROW][C]41[/C][C]0.099969[/C][C]1.1955[/C][C]0.116944[/C][/ROW]
[ROW][C]42[/C][C]0.07624[/C][C]0.9117[/C][C]0.181732[/C][/ROW]
[ROW][C]43[/C][C]0.074858[/C][C]0.8952[/C][C]0.1861[/C][/ROW]
[ROW][C]44[/C][C]0.066696[/C][C]0.7976[/C][C]0.213222[/C][/ROW]
[ROW][C]45[/C][C]0.040116[/C][C]0.4797[/C][C]0.316079[/C][/ROW]
[ROW][C]46[/C][C]0.032629[/C][C]0.3902[/C][C]0.348492[/C][/ROW]
[ROW][C]47[/C][C]0.025458[/C][C]0.3044[/C][C]0.380622[/C][/ROW]
[ROW][C]48[/C][C]0.009129[/C][C]0.1092[/C][C]0.45661[/C][/ROW]
[ROW][C]49[/C][C]-0.024818[/C][C]-0.2968[/C][C]0.383531[/C][/ROW]
[ROW][C]50[/C][C]-0.065638[/C][C]-0.7849[/C][C]0.216902[/C][/ROW]
[ROW][C]51[/C][C]-0.102155[/C][C]-1.2216[/C][C]0.111935[/C][/ROW]
[ROW][C]52[/C][C]-0.12644[/C][C]-1.512[/C][C]0.06637[/C][/ROW]
[ROW][C]53[/C][C]-0.141657[/C][C]-1.694[/C][C]0.046224[/C][/ROW]
[ROW][C]54[/C][C]-0.157953[/C][C]-1.8888[/C][C]0.030469[/C][/ROW]
[ROW][C]55[/C][C]-0.16092[/C][C]-1.9243[/C][C]0.02815[/C][/ROW]
[ROW][C]56[/C][C]-0.170493[/C][C]-2.0388[/C][C]0.021656[/C][/ROW]
[ROW][C]57[/C][C]-0.192714[/C][C]-2.3045[/C][C]0.011317[/C][/ROW]
[ROW][C]58[/C][C]-0.203189[/C][C]-2.4298[/C][C]0.008174[/C][/ROW]
[ROW][C]59[/C][C]-0.212262[/C][C]-2.5383[/C][C]0.006105[/C][/ROW]
[ROW][C]60[/C][C]-0.242339[/C][C]-2.898[/C][C]0.002174[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67184&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67184&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	0.897675	10.7346	0
2	0.824319	9.8574	0
3	0.774293	9.2592	0
4	0.709089	8.4795	0
5	0.671921	8.035	0
6	0.655948	7.844	0
7	0.653564	7.8155	0
8	0.660262	7.8956	0
9	0.659218	7.8831	0
10	0.651979	7.7965	0
11	0.673354	8.0521	0
12	0.6813	8.1472	0
13	0.618537	7.3966	0
14	0.577547	6.9065	0
15	0.54849	6.559	0
16	0.499747	5.9761	0
17	0.488167	5.8376	0
18	0.468355	5.6007	0
19	0.460005	5.5009	0
20	0.467709	5.593	0
21	0.448425	5.3624	0
22	0.436889	5.2244	0
23	0.457007	5.465	0
24	0.45357	5.4239	0
25	0.39218	4.6898	3e-06
26	0.354022	4.2335	2e-05
27	0.310112	3.7084	0.000149
28	0.273978	3.2763	0.00066
29	0.267743	3.2017	0.000842
30	0.247287	2.9571	0.001817
31	0.248839	2.9757	0.001717
32	0.253083	3.0264	0.001468
33	0.239519	2.8642	0.002405
34	0.232693	2.7826	0.00306
35	0.245089	2.9308	0.001968
36	0.231643	2.77	0.003175
37	0.196538	2.3503	0.010064
38	0.16875	2.018	0.022733
39	0.136684	1.6345	0.052177
40	0.107176	1.2816	0.101021
41	0.099969	1.1955	0.116944
42	0.07624	0.9117	0.181732
43	0.074858	0.8952	0.1861
44	0.066696	0.7976	0.213222
45	0.040116	0.4797	0.316079
46	0.032629	0.3902	0.348492
47	0.025458	0.3044	0.380622
48	0.009129	0.1092	0.45661
49	-0.024818	-0.2968	0.383531
50	-0.065638	-0.7849	0.216902
51	-0.102155	-1.2216	0.111935
52	-0.12644	-1.512	0.06637
53	-0.141657	-1.694	0.046224
54	-0.157953	-1.8888	0.030469
55	-0.16092	-1.9243	0.02815
56	-0.170493	-2.0388	0.021656
57	-0.192714	-2.3045	0.011317
58	-0.203189	-2.4298	0.008174
59	-0.212262	-2.5383	0.006105
60	-0.242339	-2.898	0.002174

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.897675	10.7346	0
2	0.095268	1.1392	0.128254
3	0.100295	1.1994	0.116187
4	-0.072331	-0.865	0.194257
5	0.108682	1.2997	0.097906
6	0.114624	1.3707	0.086307
7	0.134958	1.6139	0.05438
8	0.099176	1.186	0.1188
9	0.025996	0.3109	0.378177
10	0.014676	0.1755	0.430467
11	0.198906	2.3786	0.009351
12	0.057592	0.6887	0.246064
13	-0.31564	-3.7745	0.000117
14	-0.037095	-0.4436	0.329003
15	0.038178	0.4565	0.324348
16	-0.049505	-0.592	0.277396
17	0.085165	1.0184	0.155098
18	-0.114565	-1.37	0.086417
19	-0.000408	-0.0049	0.498056
20	0.065737	0.7861	0.216556
21	-0.042744	-0.5111	0.30502
22	0.005052	0.0604	0.475955
23	0.096028	1.1483	0.126376
24	0.008145	0.0974	0.461274
25	-0.228351	-2.7307	0.003558
26	-0.04144	-0.4956	0.310486
27	-0.052648	-0.6296	0.264986
28	0.078626	0.9402	0.174343
29	0.043209	0.5167	0.303082
30	-0.095138	-1.1377	0.128578
31	-0.004442	-0.0531	0.478856
32	0.001019	0.0122	0.495148
33	0.10826	1.2946	0.098772
34	-0.03348	-0.4004	0.344742
35	-0.007017	-0.0839	0.466624
36	-0.015382	-0.1839	0.427158
37	0.005816	0.0696	0.472323
38	-0.009903	-0.1184	0.452948
39	-0.009433	-0.1128	0.455172
40	-0.069576	-0.832	0.203394
41	0.00947	0.1132	0.454996
42	-0.033979	-0.4063	0.342555
43	-0.028097	-0.336	0.368684
44	-0.061675	-0.7375	0.231004
45	0.000936	0.0112	0.495543
46	-0.014362	-0.1717	0.43194
47	-0.057193	-0.6839	0.247564
48	-0.009763	-0.1167	0.453613
49	-0.060048	-0.7181	0.236943
50	-0.081733	-0.9774	0.165014
51	0.005039	0.0603	0.476015
52	-0.032245	-0.3856	0.350184
53	-0.036868	-0.4409	0.329985
54	0.005333	0.0638	0.474619
55	-0.040483	-0.4841	0.314526
56	-0.018855	-0.2255	0.410967
57	-0.021864	-0.2615	0.397057
58	-0.02427	-0.2902	0.386032
59	0.001674	0.02	0.49203
60	-0.113328	-1.3552	0.088745

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.897675 & 10.7346 & 0 \tabularnewline
2 & 0.095268 & 1.1392 & 0.128254 \tabularnewline
3 & 0.100295 & 1.1994 & 0.116187 \tabularnewline
4 & -0.072331 & -0.865 & 0.194257 \tabularnewline
5 & 0.108682 & 1.2997 & 0.097906 \tabularnewline
6 & 0.114624 & 1.3707 & 0.086307 \tabularnewline
7 & 0.134958 & 1.6139 & 0.05438 \tabularnewline
8 & 0.099176 & 1.186 & 0.1188 \tabularnewline
9 & 0.025996 & 0.3109 & 0.378177 \tabularnewline
10 & 0.014676 & 0.1755 & 0.430467 \tabularnewline
11 & 0.198906 & 2.3786 & 0.009351 \tabularnewline
12 & 0.057592 & 0.6887 & 0.246064 \tabularnewline
13 & -0.31564 & -3.7745 & 0.000117 \tabularnewline
14 & -0.037095 & -0.4436 & 0.329003 \tabularnewline
15 & 0.038178 & 0.4565 & 0.324348 \tabularnewline
16 & -0.049505 & -0.592 & 0.277396 \tabularnewline
17 & 0.085165 & 1.0184 & 0.155098 \tabularnewline
18 & -0.114565 & -1.37 & 0.086417 \tabularnewline
19 & -0.000408 & -0.0049 & 0.498056 \tabularnewline
20 & 0.065737 & 0.7861 & 0.216556 \tabularnewline
21 & -0.042744 & -0.5111 & 0.30502 \tabularnewline
22 & 0.005052 & 0.0604 & 0.475955 \tabularnewline
23 & 0.096028 & 1.1483 & 0.126376 \tabularnewline
24 & 0.008145 & 0.0974 & 0.461274 \tabularnewline
25 & -0.228351 & -2.7307 & 0.003558 \tabularnewline
26 & -0.04144 & -0.4956 & 0.310486 \tabularnewline
27 & -0.052648 & -0.6296 & 0.264986 \tabularnewline
28 & 0.078626 & 0.9402 & 0.174343 \tabularnewline
29 & 0.043209 & 0.5167 & 0.303082 \tabularnewline
30 & -0.095138 & -1.1377 & 0.128578 \tabularnewline
31 & -0.004442 & -0.0531 & 0.478856 \tabularnewline
32 & 0.001019 & 0.0122 & 0.495148 \tabularnewline
33 & 0.10826 & 1.2946 & 0.098772 \tabularnewline
34 & -0.03348 & -0.4004 & 0.344742 \tabularnewline
35 & -0.007017 & -0.0839 & 0.466624 \tabularnewline
36 & -0.015382 & -0.1839 & 0.427158 \tabularnewline
37 & 0.005816 & 0.0696 & 0.472323 \tabularnewline
38 & -0.009903 & -0.1184 & 0.452948 \tabularnewline
39 & -0.009433 & -0.1128 & 0.455172 \tabularnewline
40 & -0.069576 & -0.832 & 0.203394 \tabularnewline
41 & 0.00947 & 0.1132 & 0.454996 \tabularnewline
42 & -0.033979 & -0.4063 & 0.342555 \tabularnewline
43 & -0.028097 & -0.336 & 0.368684 \tabularnewline
44 & -0.061675 & -0.7375 & 0.231004 \tabularnewline
45 & 0.000936 & 0.0112 & 0.495543 \tabularnewline
46 & -0.014362 & -0.1717 & 0.43194 \tabularnewline
47 & -0.057193 & -0.6839 & 0.247564 \tabularnewline
48 & -0.009763 & -0.1167 & 0.453613 \tabularnewline
49 & -0.060048 & -0.7181 & 0.236943 \tabularnewline
50 & -0.081733 & -0.9774 & 0.165014 \tabularnewline
51 & 0.005039 & 0.0603 & 0.476015 \tabularnewline
52 & -0.032245 & -0.3856 & 0.350184 \tabularnewline
53 & -0.036868 & -0.4409 & 0.329985 \tabularnewline
54 & 0.005333 & 0.0638 & 0.474619 \tabularnewline
55 & -0.040483 & -0.4841 & 0.314526 \tabularnewline
56 & -0.018855 & -0.2255 & 0.410967 \tabularnewline
57 & -0.021864 & -0.2615 & 0.397057 \tabularnewline
58 & -0.02427 & -0.2902 & 0.386032 \tabularnewline
59 & 0.001674 & 0.02 & 0.49203 \tabularnewline
60 & -0.113328 & -1.3552 & 0.088745 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=67184&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.897675[/C][C]10.7346[/C][C]0[/C][/ROW]
[ROW][C]2[/C][C]0.095268[/C][C]1.1392[/C][C]0.128254[/C][/ROW]
[ROW][C]3[/C][C]0.100295[/C][C]1.1994[/C][C]0.116187[/C][/ROW]
[ROW][C]4[/C][C]-0.072331[/C][C]-0.865[/C][C]0.194257[/C][/ROW]
[ROW][C]5[/C][C]0.108682[/C][C]1.2997[/C][C]0.097906[/C][/ROW]
[ROW][C]6[/C][C]0.114624[/C][C]1.3707[/C][C]0.086307[/C][/ROW]
[ROW][C]7[/C][C]0.134958[/C][C]1.6139[/C][C]0.05438[/C][/ROW]
[ROW][C]8[/C][C]0.099176[/C][C]1.186[/C][C]0.1188[/C][/ROW]
[ROW][C]9[/C][C]0.025996[/C][C]0.3109[/C][C]0.378177[/C][/ROW]
[ROW][C]10[/C][C]0.014676[/C][C]0.1755[/C][C]0.430467[/C][/ROW]
[ROW][C]11[/C][C]0.198906[/C][C]2.3786[/C][C]0.009351[/C][/ROW]
[ROW][C]12[/C][C]0.057592[/C][C]0.6887[/C][C]0.246064[/C][/ROW]
[ROW][C]13[/C][C]-0.31564[/C][C]-3.7745[/C][C]0.000117[/C][/ROW]
[ROW][C]14[/C][C]-0.037095[/C][C]-0.4436[/C][C]0.329003[/C][/ROW]
[ROW][C]15[/C][C]0.038178[/C][C]0.4565[/C][C]0.324348[/C][/ROW]
[ROW][C]16[/C][C]-0.049505[/C][C]-0.592[/C][C]0.277396[/C][/ROW]
[ROW][C]17[/C][C]0.085165[/C][C]1.0184[/C][C]0.155098[/C][/ROW]
[ROW][C]18[/C][C]-0.114565[/C][C]-1.37[/C][C]0.086417[/C][/ROW]
[ROW][C]19[/C][C]-0.000408[/C][C]-0.0049[/C][C]0.498056[/C][/ROW]
[ROW][C]20[/C][C]0.065737[/C][C]0.7861[/C][C]0.216556[/C][/ROW]
[ROW][C]21[/C][C]-0.042744[/C][C]-0.5111[/C][C]0.30502[/C][/ROW]
[ROW][C]22[/C][C]0.005052[/C][C]0.0604[/C][C]0.475955[/C][/ROW]
[ROW][C]23[/C][C]0.096028[/C][C]1.1483[/C][C]0.126376[/C][/ROW]
[ROW][C]24[/C][C]0.008145[/C][C]0.0974[/C][C]0.461274[/C][/ROW]
[ROW][C]25[/C][C]-0.228351[/C][C]-2.7307[/C][C]0.003558[/C][/ROW]
[ROW][C]26[/C][C]-0.04144[/C][C]-0.4956[/C][C]0.310486[/C][/ROW]
[ROW][C]27[/C][C]-0.052648[/C][C]-0.6296[/C][C]0.264986[/C][/ROW]
[ROW][C]28[/C][C]0.078626[/C][C]0.9402[/C][C]0.174343[/C][/ROW]
[ROW][C]29[/C][C]0.043209[/C][C]0.5167[/C][C]0.303082[/C][/ROW]
[ROW][C]30[/C][C]-0.095138[/C][C]-1.1377[/C][C]0.128578[/C][/ROW]
[ROW][C]31[/C][C]-0.004442[/C][C]-0.0531[/C][C]0.478856[/C][/ROW]
[ROW][C]32[/C][C]0.001019[/C][C]0.0122[/C][C]0.495148[/C][/ROW]
[ROW][C]33[/C][C]0.10826[/C][C]1.2946[/C][C]0.098772[/C][/ROW]
[ROW][C]34[/C][C]-0.03348[/C][C]-0.4004[/C][C]0.344742[/C][/ROW]
[ROW][C]35[/C][C]-0.007017[/C][C]-0.0839[/C][C]0.466624[/C][/ROW]
[ROW][C]36[/C][C]-0.015382[/C][C]-0.1839[/C][C]0.427158[/C][/ROW]
[ROW][C]37[/C][C]0.005816[/C][C]0.0696[/C][C]0.472323[/C][/ROW]
[ROW][C]38[/C][C]-0.009903[/C][C]-0.1184[/C][C]0.452948[/C][/ROW]
[ROW][C]39[/C][C]-0.009433[/C][C]-0.1128[/C][C]0.455172[/C][/ROW]
[ROW][C]40[/C][C]-0.069576[/C][C]-0.832[/C][C]0.203394[/C][/ROW]
[ROW][C]41[/C][C]0.00947[/C][C]0.1132[/C][C]0.454996[/C][/ROW]
[ROW][C]42[/C][C]-0.033979[/C][C]-0.4063[/C][C]0.342555[/C][/ROW]
[ROW][C]43[/C][C]-0.028097[/C][C]-0.336[/C][C]0.368684[/C][/ROW]
[ROW][C]44[/C][C]-0.061675[/C][C]-0.7375[/C][C]0.231004[/C][/ROW]
[ROW][C]45[/C][C]0.000936[/C][C]0.0112[/C][C]0.495543[/C][/ROW]
[ROW][C]46[/C][C]-0.014362[/C][C]-0.1717[/C][C]0.43194[/C][/ROW]
[ROW][C]47[/C][C]-0.057193[/C][C]-0.6839[/C][C]0.247564[/C][/ROW]
[ROW][C]48[/C][C]-0.009763[/C][C]-0.1167[/C][C]0.453613[/C][/ROW]
[ROW][C]49[/C][C]-0.060048[/C][C]-0.7181[/C][C]0.236943[/C][/ROW]
[ROW][C]50[/C][C]-0.081733[/C][C]-0.9774[/C][C]0.165014[/C][/ROW]
[ROW][C]51[/C][C]0.005039[/C][C]0.0603[/C][C]0.476015[/C][/ROW]
[ROW][C]52[/C][C]-0.032245[/C][C]-0.3856[/C][C]0.350184[/C][/ROW]
[ROW][C]53[/C][C]-0.036868[/C][C]-0.4409[/C][C]0.329985[/C][/ROW]
[ROW][C]54[/C][C]0.005333[/C][C]0.0638[/C][C]0.474619[/C][/ROW]
[ROW][C]55[/C][C]-0.040483[/C][C]-0.4841[/C][C]0.314526[/C][/ROW]
[ROW][C]56[/C][C]-0.018855[/C][C]-0.2255[/C][C]0.410967[/C][/ROW]
[ROW][C]57[/C][C]-0.021864[/C][C]-0.2615[/C][C]0.397057[/C][/ROW]
[ROW][C]58[/C][C]-0.02427[/C][C]-0.2902[/C][C]0.386032[/C][/ROW]
[ROW][C]59[/C][C]0.001674[/C][C]0.02[/C][C]0.49203[/C][/ROW]
[ROW][C]60[/C][C]-0.113328[/C][C]-1.3552[/C][C]0.088745[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=67184&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=67184&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	0.897675	10.7346	0
2	0.095268	1.1392	0.128254
3	0.100295	1.1994	0.116187
4	-0.072331	-0.865	0.194257
5	0.108682	1.2997	0.097906
6	0.114624	1.3707	0.086307
7	0.134958	1.6139	0.05438
8	0.099176	1.186	0.1188
9	0.025996	0.3109	0.378177
10	0.014676	0.1755	0.430467
11	0.198906	2.3786	0.009351
12	0.057592	0.6887	0.246064
13	-0.31564	-3.7745	0.000117
14	-0.037095	-0.4436	0.329003
15	0.038178	0.4565	0.324348
16	-0.049505	-0.592	0.277396
17	0.085165	1.0184	0.155098
18	-0.114565	-1.37	0.086417
19	-0.000408	-0.0049	0.498056
20	0.065737	0.7861	0.216556
21	-0.042744	-0.5111	0.30502
22	0.005052	0.0604	0.475955
23	0.096028	1.1483	0.126376
24	0.008145	0.0974	0.461274
25	-0.228351	-2.7307	0.003558
26	-0.04144	-0.4956	0.310486
27	-0.052648	-0.6296	0.264986
28	0.078626	0.9402	0.174343
29	0.043209	0.5167	0.303082
30	-0.095138	-1.1377	0.128578
31	-0.004442	-0.0531	0.478856
32	0.001019	0.0122	0.495148
33	0.10826	1.2946	0.098772
34	-0.03348	-0.4004	0.344742
35	-0.007017	-0.0839	0.466624
36	-0.015382	-0.1839	0.427158
37	0.005816	0.0696	0.472323
38	-0.009903	-0.1184	0.452948
39	-0.009433	-0.1128	0.455172
40	-0.069576	-0.832	0.203394
41	0.00947	0.1132	0.454996
42	-0.033979	-0.4063	0.342555
43	-0.028097	-0.336	0.368684
44	-0.061675	-0.7375	0.231004
45	0.000936	0.0112	0.495543
46	-0.014362	-0.1717	0.43194
47	-0.057193	-0.6839	0.247564
48	-0.009763	-0.1167	0.453613
49	-0.060048	-0.7181	0.236943
50	-0.081733	-0.9774	0.165014
51	0.005039	0.0603	0.476015
52	-0.032245	-0.3856	0.350184
53	-0.036868	-0.4409	0.329985
54	0.005333	0.0638	0.474619
55	-0.040483	-0.4841	0.314526
56	-0.018855	-0.2255	0.410967
57	-0.021864	-0.2615	0.397057
58	-0.02427	-0.2902	0.386032
59	0.001674	0.02	0.49203
60	-0.113328	-1.3552	0.088745

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 60 ; par2 = 1 ; par3 = 0 ; par4 = 0 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep=''))
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code